The Black Fleet is a part of the Klingon conception of the afterlife. Warriors who die an honorable death will serve on or even command a Black Ship in which they endlessly wage glorious combat, laughing, against worthy foes who have also entered the ranks of the dead. Even servitors who are loyal to the Empire have a place, rewarded with a chance to honorably continue their service. (TOSnovel: The Final Reflection)

In an alternate timeline the TheskianThralen explained to Data that Worf and other Klingons believed that they would go to serve in the Black Fleet upon their deaths. Thralen added that it was the same as saying that he would go to the arms of the Great Mother. (TNGnovel: Metamorphosis (novel))

Note: The Black Fleet was first introduced as the Klingon concept of (or simply metaphor for) the afterlife in The Final Reflection and related FASARPG materials. In canon it was superceded by Sto-Vo-Kor, but some novels (most notably the Star Trek: Klingon Empire series) have intertwined the two, making the Black Fleet an aspect of Sto-Vo-Kor, part of what Sto-Vo-Kor is.